IDEA
Vodafone Idea Limited
Historical option data for IDEA
16 Sep 2024 04:13 PM IST
| IDEA 11 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
|
|
||||||||||
| 16 Sept | 13.24 | 2.35 | -0.20 | 1,60,000 | 40,000 | 37,20,000 | ||||
| 13 Sept | 13.41 | 2.55 | -0.10 | 2,80,000 | 80,000 | 37,20,000 | ||||
| 12 Sept | 13.52 | 2.65 | 0.40 | 6,00,000 | -80,000 | 36,40,000 | ||||
| 11 Sept | 13.14 | 2.25 | -0.50 | 3,60,000 | 40,000 | 36,80,000 | ||||
| 10 Sept | 13.53 | 2.75 | 0.25 | 3,60,000 | -2,00,000 | 36,40,000 | ||||
| 9 Sept | 13.20 | 2.5 | -0.10 | 32,80,000 | 26,80,000 | 38,40,000 | ||||
| 6 Sept | 13.35 | 2.6 | 16,00,000 | 11,20,000 | 11,20,000 | |||||
For Vodafone Idea Limited - strike price 11 expiring on 26SEP2024
Delta for 11 CE is -
Historical price for 11 CE is as follows
On 16 Sept IDEA was trading at 13.24. The strike last trading price was 2.35, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 3720000
On 13 Sept IDEA was trading at 13.41. The strike last trading price was 2.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 3720000
On 12 Sept IDEA was trading at 13.52. The strike last trading price was 2.65, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 3640000
On 11 Sept IDEA was trading at 13.14. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 3680000
On 10 Sept IDEA was trading at 13.53. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -200000 which decreased total open position to 3640000
On 9 Sept IDEA was trading at 13.20. The strike last trading price was 2.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 2680000 which increased total open position to 3840000
On 6 Sept IDEA was trading at 13.35. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1120000 which increased total open position to 1120000
| IDEA 11 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 13.24 | 0.1 | 0.05 | 94,80,000 | 74,80,000 | 3,05,60,000 |
| 13 Sept | 13.41 | 0.05 | -0.05 | 2,00,000 | 0 | 2,30,40,000 |
| 12 Sept | 13.52 | 0.1 | 0.00 | 3,05,60,000 | 21,20,000 | 2,30,40,000 |
| 11 Sept | 13.14 | 0.1 | 0.00 | 1,98,00,000 | 7,60,000 | 2,12,40,000 |
| 10 Sept | 13.53 | 0.1 | -0.05 | 1,31,20,000 | -28,80,000 | 2,04,80,000 |
| 9 Sept | 13.20 | 0.15 | 0.00 | 11,99,20,000 | 1,08,80,000 | 2,37,60,000 |
| 6 Sept | 13.35 | 0.15 | 8,73,60,000 | 1,28,80,000 | 1,28,80,000 | |
For Vodafone Idea Limited - strike price 11 expiring on 26SEP2024
Delta for 11 PE is -
Historical price for 11 PE is as follows
On 16 Sept IDEA was trading at 13.24. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 7480000 which increased total open position to 30560000
On 13 Sept IDEA was trading at 13.41. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23040000
On 12 Sept IDEA was trading at 13.52. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2120000 which increased total open position to 23040000
On 11 Sept IDEA was trading at 13.14. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 760000 which increased total open position to 21240000
On 10 Sept IDEA was trading at 13.53. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -2880000 which decreased total open position to 20480000
On 9 Sept IDEA was trading at 13.20. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 10880000 which increased total open position to 23760000
On 6 Sept IDEA was trading at 13.35. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 12880000 which increased total open position to 12880000